Recent years have seen a surge of interest in the development of change point methodologies
for high-dimensional data including functional and panel data and networks,
with many papers addressing the problem of change point testing
in the mean of panel data,
see e.g. Sections 7 and 8 of the review paper by [1]}.
In this section, our aim is to show that the challenge due to high dimensionality of the data
is orthogonal to that due to the presence of multiple change points
in the following sense:
